Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125)
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scientific article; zbMATH DE number 7865847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP |
scientific article; zbMATH DE number 7865847 |
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Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (English)
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17 June 2024
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Bayesian inference
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mixed-frequency
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multivariate quantile regression
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nowcasting
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VAR
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